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java.lang.Objectorg.apache.commons.math.linear.LUDecompositionImpl
public class LUDecompositionImpl
Calculates the LUP-decomposition of a square matrix.
The LUP-decomposition of a matrix A consists of three matrices L, U and P that satisfy: PA = LU, L is lower triangular, and U is upper triangular and P is a permutation matrix. All matrices are m×m.
As shown by the presence of the P matrix, this decomposition is implemented using partial pivoting.
Nested Class Summary | |
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private static class |
LUDecompositionImpl.Solver
Specialized solver. |
Field Summary | |
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private RealMatrix |
cachedL
Cached value of L. |
private RealMatrix |
cachedP
Cached value of P. |
private RealMatrix |
cachedU
Cached value of U. |
private static double |
DEFAULT_TOO_SMALL
Default bound to determine effective singularity in LU decomposition |
private boolean |
even
Parity of the permutation associated with the LU decomposition |
private double[][] |
lu
Entries of LU decomposition. |
private int[] |
pivot
Pivot permutation associated with LU decomposition |
private boolean |
singular
Singularity indicator. |
private static java.lang.String |
VECTOR_LENGTH_MISMATCH_MESSAGE
Message for vector length mismatch. |
Constructor Summary | |
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LUDecompositionImpl(RealMatrix matrix)
Calculates the LU-decomposition of the given matrix. |
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LUDecompositionImpl(RealMatrix matrix,
double singularityThreshold)
Calculates the LU-decomposition of the given matrix. |
Method Summary | |
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double |
getDeterminant()
Return the determinant of the matrix |
RealMatrix |
getL()
Returns the matrix L of the decomposition. |
RealMatrix |
getP()
Returns the P rows permutation matrix. |
int[] |
getPivot()
Returns the pivot permutation vector. |
DecompositionSolver |
getSolver()
Get a solver for finding the A × X = B solution in exact linear sense. |
RealMatrix |
getU()
Returns the matrix U of the decomposition. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private static final double DEFAULT_TOO_SMALL
private static final java.lang.String VECTOR_LENGTH_MISMATCH_MESSAGE
private double[][] lu
private int[] pivot
private boolean even
private boolean singular
private RealMatrix cachedL
private RealMatrix cachedU
private RealMatrix cachedP
Constructor Detail |
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public LUDecompositionImpl(RealMatrix matrix) throws InvalidMatrixException
matrix
- The matrix to decompose.
InvalidMatrixException
- if matrix is not squarepublic LUDecompositionImpl(RealMatrix matrix, double singularityThreshold) throws NonSquareMatrixException
matrix
- The matrix to decompose.singularityThreshold
- threshold (based on partial row norm)
under which a matrix is considered singular
NonSquareMatrixException
- if matrix is not squareMethod Detail |
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public RealMatrix getL()
L is an lower-triangular matrix
getL
in interface LUDecomposition
public RealMatrix getU()
U is an upper-triangular matrix
getU
in interface LUDecomposition
public RealMatrix getP()
P is a sparse matrix with exactly one element set to 1.0 in each row and each column, all other elements being set to 0.0.
The positions of the 1 elements are given by the pivot permutation vector
.
getP
in interface LUDecomposition
LUDecomposition.getPivot()
public int[] getPivot()
getPivot
in interface LUDecomposition
LUDecomposition.getP()
public double getDeterminant()
getDeterminant
in interface LUDecomposition
public DecompositionSolver getSolver()
getSolver
in interface LUDecomposition
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